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A stock price is currently $40, it is known that at the end of six months it will be either $45 or $50. the risk-free

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A stock price is currently $40, it is known that at the end of six months it will be either $45 or $50. the risk-free interest rate is 10% per annum. using either equivalent portfolio approach or risk neutral approach, calculate the six-month European call option on the stock with exercise price of $35

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